JOURNAL ARTICLE

Numerical solution of linear stochastic differential equations

Csaba Török

Year: 1994 Journal:   Computers & Mathematics with Applications Vol: 27 (4)Pages: 1-10   Publisher: Elsevier BV
Keywords:
Mathematics Applied mathematics Stochastic differential equation Exponential integrator Stochastic partial differential equation Mathematical analysis Backward differentiation formula Linear differential equation Numerical partial differential equations Differential equation Differential algebraic equation Ordinary differential equation

Metrics

9
Cited By
0.65
FWCI (Field Weighted Citation Impact)
2
Refs
0.72
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Insurance, Mortality, Demography, Risk Management
Social Sciences →  Social Sciences →  Demography
Meteorological Phenomena and Simulations
Physical Sciences →  Earth and Planetary Sciences →  Atmospheric Science

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